Solving the ME/ME/1 queue with state-space methods and the matrix sign function

Cataloged from PDF version of article.Matrix exponential (ME) distributions not only include the well-known class of phase-type distributions but also can be used to approximate more general distributions (e.g., deterministic, heavy-tailed, etc.). In this paper, a novel mathematical framework and a numerical algorithm are proposed to calculate the matrix exponential representation for the steady-state waiting time in an ME/ME/1 queue. Using state–space algebra, the waiting time calculation problem is shown to reduce to finding the solution of an ordinary differential equation in state–space form with order being the sum of the dimensionalities of the inter-arrival and service time distribution representations. A numerically efficient algorithm with quadratic convergence rates based on the matrix sign function iterations is proposed to find the boundary conditions of the differential equation. The overall algorithm does not involve any transform domain calculations such as root finding or polynomial factorization, which are known to have potential numerical stability problems. Numerical examples are provided to demonstrate the effectiveness of the proposed approach. © 2004 Elsevier B.V. All rights reserved

System-theoretical algorithmic solution to waiting times in semi-Markov queues

Cataloged from PDF version of article.Markov renewal processes with matrix-exponential semi-Markov kernels provide a generic tool for modeling auto-correlated interarrival and service times in queueing systems. In this paper, we study the steady-state actual waiting time distribution in an infinite capacity single-server semi-Markov queue with the auto-correlation in interarrival and service times modeled by Markov renewal processes with matrix-exponential kernels. Our approach is based on the equivalence between the waiting time distribution of this semi-Markov queue and the output of a linear feedback interconnection system. The unknown parameters of the latter system need to be determined through the solution of a SDC (Spectral-Divide-and-Conquer) problem for which we propose to use the ordered Schur decomposition. This approach leads us to a completely matrix-analytical algorithm to calculate the steady-state waiting time which has a matrix-exponential distribution. Besides its unifying structure, the proposed algorithm is easy to implement and is computationally efficient and stable. We validate the effectiveness and the generality of the proposed approach through numerical examples. © 2009 Elsevier B.V. All rights reserve

On multi-class multi-server queueing and spare parts management

Multi-class multi-server queuing problems are a generalization of the wellknown M/M/k situation to arrival processes with clients of N types that require exponentially distributed service with different averaged service time. Problems of this sort arise naturally in various applications, such as spare parts management, for example. In this paper we give a procedure to construct exact solutions of the stationary state equations. Essential in this procedure is the reduction of the problem for n = the number of clients in the system > k to a backwards second order difference equation with constant coefficients for a vector in a linear space with dimension depending on Nand k, denoted by d(N,k). Precisely d(N,k) of its solutions have exponential decay for n 00. Next, using this as input, the equations for n ::; k can be solved by backwards recursion. It follows that the exact solution does not have a simple product structure as one might expect intuitively. Further, using the exact solution several interesting performance measures related to spare parts management can be computed and compared with heuristic approximations. This is illustrated with numerical results

Traffic signal control using queueing theory

Traffic signal control has drawn considerable attention in the literatures thanks to its ability to improve the mobility of urban networks. Queueing models are capable of capturing performance or effectiveness of a queueing system. In this report, SOCPs (second order cone program) are proposed based on different queueing models as pre-timed signal control techniques to minimize total travel delay. Stochastic programs are developed in order to handle the uncertainties in the arrival rates. In addition, the superiority of the proposed model over Webster’s model has been validated in a microscopic traffic simulation software named CORSIM.Statistic

Solution methods for controlled queueing networks

In this dissertation we look at a controlled queueing network where a controller routes the incoming arrivals to parallel queues using state-dependent rules. Besides this general arrival there are dedicated arrivals to each queue. The dedicated arrivals can only be served by their designated server, hence there is no routing decision involved. The goal of the controller is to find a stationary policy that will minimize the average number of customers in the system;The problem is modeled as a semi-Markov decision process and solved using techniques from the theory of Markov decision processes. We develop an efficient policy iteration based methodology which performs better than the value iteration method which is widely thought of as the best method to use for large-scale problems. The novelty in our approach is to use iterative methods in solving the system of linear equations, and also take advantage of the sparsity of matrices. The methodology could be used for other problems that are similar in nature. Using this methodology we solve much larger problems than reported in the literature. We also look at how several heuristic methods perform on our problem. No heuristic method is suitable to use for all instances. In general, however, these heuristic methods offer quick and reasonable solutions to very large problems

The power-series algorithm:A numerical approach to Markov processes

Abstract: The development of computer and communication networks and flexible manufacturing systems has led to new and interesting multidimensional queueing models. The Power-Series Algorithm is a numerical method to analyze and optimize the performance of such models. In this thesis, the applicability of the algorithm is extended. This is illustrated by introducing and analyzing a wide class of queueing networks with very general dependencies between the different queues. The theoretical basis of the algorithm is strengthened by proving analyticity of the steady-state distribution in light traffic and finding remedies for previous imperfections of the method. Applying similar ideas to the transient distribution renders new analyticity results. Various aspects of Markov processes, analytic functions and extrapolation methods are reviewed, necessary for a thorough understanding and efficient implementation of the Power-Series Algorithm.

A sharp interface isogeometric strategy for moving boundary problems

The proposed methodology is first utilized to model stationary and propagating cracks. The crack face is enriched with the Heaviside function which captures the displacement discontinuity. Meanwhile, the crack tips are enriched with asymptotic displacement functions to reproduce the tip singularity. The enriching degrees of freedom associated with the crack tips are chosen as stress intensity factors (SIFs) such that these quantities can be directly extracted from the solution without a-posteriori integral calculation. As a second application, the Stefan problem is modeled with a hybrid function/derivative enriched interface. Since the interface geometry is explicitly defined, normals and curvatures can be analytically obtained at any point on the interface, allowing for complex boundary conditions dependent on curvature or normal to be naturally imposed. Thus, the enriched approximation naturally captures the interfacial discontinuity in temperature gradient and enables the imposition of Gibbs-Thomson condition during solidification simulation. The shape optimization through configuration of finite-sized heterogeneities is lastly studied. The optimization relies on the recently derived configurational derivative that describes the sensitivity of an arbitrary objective with respect to arbitrary design modifications of a heterogeneity inserted into a domain. The THB-splines, which serve as the underlying approximation, produce sufficiently smooth solution near the boundaries of the heterogeneity for accurate calculation of the configurational derivatives. (Abstract shortened by ProQuest.